0.03Open0.15Pre Close11 Volume212 Open Interest24.50Strike Price45.00Turnover57.89%IV8.22%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0708Delta0.0870Gamma532.80Leverage Ratio-0.0257Theta-0.0002Rho-37.72Eff Leverage0.0036Vega